Set the scheduler for realtime threads to FIFO / up the priority. This allows our threads to preempt other threads which could be on our cores (unlikely, given that we’ve used isolcpus) (sched_setscheduler)

Move interrupts onto a specific CPU (specifically ethernet IRQs local to the NUMA node that the NIC is on) (/proc/irq)

Use RDMA NICs and their associated zero copy APIs for out networking (solarflare)

 How do I learn to use the Strategy Trader platform? Click here.
 How do I activate one of the free, pre-loaded stEAs? Click here.
 How do I upload a free, downloadable stEA? Click here.
 How do I place manual trades? Click here.
 How do I change my MT4 account to a Strategy Trader account? Click here.

 How do I add a technical indicator? Click here.
 How do I upload a free technical indicator? Click here.
 How do I import historical data? Click here.
 How do I modify a chart workspace? Click here.
 What chart timeframes are available? Click here.
 What are the seven types of charts available? Click here.

This is my research into High Frequency Trading, Automated Trading Systems and Market Making.. ITs a very interesting industry.. Basically, all this is using mathematical formulas(Quants) Quantitative Analysis and High Speed Low Latency Networking and Servers to Crunch big data and place millions of sell and buys via automated algorithms per millisecond or even nanosecond.. Its all about ALPHA! (Quantitative statistical arbitrage /pairs trading techniques)

btw, Quants or financial Engineers starting wages are around $100K aprox + Experienced Quants get $300 aprox just to get out of bed.

The current exchange rates of the EUR/USD, EUR/GBP, GBP/USD pairs are 1.1837, 0.7231, and 1.6388 respectively. In this case, a forex trader could buy one mini-lot of EUR for $11,837 USD. The trader could then sell the 10,000 Euros, for 7,231 British pounds. The 7,231 GBP, could then be sold for $11,850 USD, for a profit of $13 per trade, with no open exposure as long positions cancel short positions in each currency. The same trade using normal lots (rather than mini-lots) of 100K, would yield a profit of $130. This can be continued until the pricing error is traded away Read more: http://www.investopedia.com/ask/answers/forex/forex-arbritrage.asp#ixzz1zNNNjMRc

Goldman Sachs are leading the way in Alogo trading, they developed a Real-Time Risk Analysis software called SecDB using C++ and KDB. The duel between Optiver and Tibra is very interesting because they are revealing a few tib bits of information. Optiva has built algo trading ontop of Orc Software called Hammer and F1, Hammer seems to scan the previous days trading activity and hammers the market before it starts, they have 40 co-located exchanges. Goldman and Sachs were a early investor in KDB+

Set the scheduler for realtime threads to FIFO / up the priority. This allows our threads to preempt other threads which could be on our cores (unlikely, given that we’ve used isolcpus) (sched_setscheduler)

Move interrupts onto a specific CPU (specifically ethernet IRQs local to the NUMA node that the NIC is on) (/proc/irq)

Use RDMA NICs and their associated zero copy APIs for out networking (solarflare)